ECBOT 30 Year Treasury Bond Future March 2017
| Trading Metrics calculated at close of trading on 27-Feb-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2017 |
27-Feb-2017 |
Change |
Change % |
Previous Week |
| Open |
152-01 |
153-09 |
1-08 |
0.8% |
151-14 |
| High |
153-12 |
153-09 |
-0-03 |
-0.1% |
153-12 |
| Low |
151-28 |
152-17 |
0-21 |
0.4% |
150-19 |
| Close |
153-07 |
152-20 |
-0-19 |
-0.4% |
153-07 |
| Range |
1-16 |
0-24 |
-0-24 |
-50.0% |
2-25 |
| ATR |
1-11 |
1-10 |
-0-01 |
-3.2% |
0-00 |
| Volume |
496,018 |
326,593 |
-169,425 |
-34.2% |
1,782,447 |
|
| Daily Pivots for day following 27-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-02 |
154-19 |
153-01 |
|
| R3 |
154-10 |
153-27 |
152-27 |
|
| R2 |
153-18 |
153-18 |
152-24 |
|
| R1 |
153-03 |
153-03 |
152-22 |
152-31 |
| PP |
152-26 |
152-26 |
152-26 |
152-24 |
| S1 |
152-11 |
152-11 |
152-18 |
152-07 |
| S2 |
152-02 |
152-02 |
152-16 |
|
| S3 |
151-10 |
151-19 |
152-13 |
|
| S4 |
150-18 |
150-27 |
152-07 |
|
|
| Weekly Pivots for week ending 24-Feb-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-24 |
159-24 |
154-24 |
|
| R3 |
157-31 |
156-31 |
153-31 |
|
| R2 |
155-06 |
155-06 |
153-23 |
|
| R1 |
154-06 |
154-06 |
153-15 |
154-22 |
| PP |
152-13 |
152-13 |
152-13 |
152-21 |
| S1 |
151-13 |
151-13 |
152-31 |
151-29 |
| S2 |
149-20 |
149-20 |
152-23 |
|
| S3 |
146-27 |
148-20 |
152-15 |
|
| S4 |
144-02 |
145-27 |
151-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-12 |
150-19 |
2-25 |
1.8% |
1-04 |
0.7% |
73% |
False |
False |
421,808 |
| 10 |
153-12 |
149-16 |
3-28 |
2.5% |
1-07 |
0.8% |
81% |
False |
False |
328,071 |
| 20 |
153-21 |
149-16 |
4-05 |
2.7% |
1-08 |
0.8% |
75% |
False |
False |
307,150 |
| 40 |
153-31 |
148-30 |
5-01 |
3.3% |
1-12 |
0.9% |
73% |
False |
False |
274,631 |
| 60 |
153-31 |
147-04 |
6-27 |
4.5% |
1-14 |
0.9% |
80% |
False |
False |
262,618 |
| 80 |
163-17 |
147-04 |
16-13 |
10.7% |
1-18 |
1.0% |
34% |
False |
False |
209,626 |
| 100 |
166-27 |
147-04 |
19-23 |
12.9% |
1-15 |
1.0% |
28% |
False |
False |
167,733 |
| 120 |
169-19 |
147-04 |
22-15 |
14.7% |
1-10 |
0.9% |
24% |
False |
False |
139,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-15 |
|
2.618 |
155-08 |
|
1.618 |
154-16 |
|
1.000 |
154-01 |
|
0.618 |
153-24 |
|
HIGH |
153-09 |
|
0.618 |
153-00 |
|
0.500 |
152-29 |
|
0.382 |
152-26 |
|
LOW |
152-17 |
|
0.618 |
152-02 |
|
1.000 |
151-25 |
|
1.618 |
151-10 |
|
2.618 |
150-18 |
|
4.250 |
149-11 |
|
|
| Fisher Pivots for day following 27-Feb-2017 |
| Pivot |
1 day |
3 day |
| R1 |
152-29 |
152-17 |
| PP |
152-26 |
152-13 |
| S1 |
152-23 |
152-10 |
|